1RVOL™ |
1-month (21-day) RealVol index of realized volatility (using RealVol daily formula) |
3RVOL™ |
3-month (63-day) RealVol index of realized volatility (using RealVol daily formula) |
12RVOL™ |
12-month (252-day) RealVol index of realized volatility (using RealVol daily formula) |
1RVOV™ |
1-month (21-day) RealVol index of realized volatility of 1RVOL (1RVOL of 1RVOL) (using RealVol daily formula) |
3RVOV™ |
1-month (21-day) RealVol index of realized volatility of 3RVOL (1RVOL of RHVOL) (using RealVol daily formula) |
12RVOV™ |
1-month (21-day) RealVol index of realized volatility of 12RVOL (1RVOL of 12RVOL) (using RealVol daily formula) |
1FVOL™ |
1-month (21-day) RealVol index of forecast realized volatility (using modified GARCH model) |
3FVOL™ |
1-month (63-day) RealVol index of forecast realized volatility (using modified GARCH model) |
12FVOL™ |
1-month (252-day) RealVol index of forecast realized volatility (using modified GARCH model) |
| PVOL |
Partial realized volatility from start of the RealVol calculation period (CP), using the RealVol daily formula. (Note: This is the to-date realized volatility within the CP.) |
| IVOL |
Inferred Volatility to expiration (using PVOL, last price of RealVol futures, and root-mean-square formula), (Note: Inferred Volatility is similar in idea to implied volatility. Implied volatility is derived from options prices, while Inferred Volatility is derived from RealVol futures prices.) |
| GVOL |
Modified GARCH-based forecast of the expiration value of RealVol futures. This forecast is provided courtesy of The Volatility Institute. |
* |
An asterisk indicates that today's data is not yet available. |
| 1 Trading days until the RealVol calculation period (CP) begins (negative if in the CP) |
| 2 Trading days remaining until the end of this RealVol calculation period (CP) |
| 3 Total trading days in the RealVol calculation period (CP) |
